LVM-GP: Uncertainty-Aware PDE Solver via coupling latent variable model and Gaussian process

  • Guo, Ling (Shanghai Normal University)

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In this talk, we will present a novel probabilistic framework, termed LVM-GP, for uncertainty quantification in solving forward and inverse partial differential equations (PDEs) with noisy data. The core idea is to construct a stochastic mapping from the input to a high-dimensional latent representation, enabling uncertainty-aware prediction of the solution. Specifically, the encoder implements a high-dimensional latent variable model based on a Gaussian process (LVM-GP), where the latent representation is constructed by interpolating between a learnable deterministic feature and a Gaussian process prior. The decoder defines a conditional Gaussian distribution over the solution field, where the mean is predicted by a neural operator applied to the latent representation, allowing the model to learn flexible function-to-function mapping. Moreover, physical laws are enforced as soft constraints in the loss function to ensure consistency with the underlying PDE structure. Numerical experiments demonstrate the effectiveness and reliability of the method.